A self correcting conjugate gradient algorithm
- 1 January 1978
- journal article
- research article
- Published by Taylor & Francis in International Journal of Computer Mathematics
- Vol. 6 (4) , 327-333
- https://doi.org/10.1080/00207167808803149
Abstract
In this paper we develop a new procedure for constructing a conjugate gradient direction equation. The new equation is a linear combination of two orthogonal vectors one of which is the negative gradient. This procedure is reduced to the method of Polak-Ribiere whenever line search is perfectly accurate. Otherwise, as reflected by our computational results, the method is more effective than any other conjugate gradient algorithm we have tested.Keywords
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This publication has 7 references indexed in Scilit:
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